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	param	t-stat
$ω$	5.0000	20.50
$α$	0.2160	17.67
$β$	0.8097	137.61
$γ$	-0.1549	-9.05

V-Lab

CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:169.49% (-13.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE EFA ETF Volatility Index Analyses